CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7646 |
0.7563 |
-0.0083 |
-1.1% |
0.7713 |
| High |
0.7646 |
0.7636 |
-0.0010 |
-0.1% |
0.7719 |
| Low |
0.7564 |
0.7555 |
-0.0009 |
-0.1% |
0.7564 |
| Close |
0.7584 |
0.7636 |
0.0052 |
0.7% |
0.7584 |
| Range |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0155 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
6 |
51 |
45 |
750.0% |
135 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7825 |
0.7681 |
|
| R3 |
0.7771 |
0.7744 |
0.7658 |
|
| R2 |
0.7690 |
0.7690 |
0.7651 |
|
| R1 |
0.7663 |
0.7663 |
0.7643 |
0.7677 |
| PP |
0.7609 |
0.7609 |
0.7609 |
0.7616 |
| S1 |
0.7582 |
0.7582 |
0.7629 |
0.7596 |
| S2 |
0.7528 |
0.7528 |
0.7621 |
|
| S3 |
0.7447 |
0.7501 |
0.7614 |
|
| S4 |
0.7366 |
0.7420 |
0.7591 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8087 |
0.7991 |
0.7669 |
|
| R3 |
0.7932 |
0.7836 |
0.7627 |
|
| R2 |
0.7777 |
0.7777 |
0.7612 |
|
| R1 |
0.7681 |
0.7681 |
0.7598 |
0.7652 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7608 |
| S1 |
0.7526 |
0.7526 |
0.7570 |
0.7497 |
| S2 |
0.7467 |
0.7467 |
0.7556 |
|
| S3 |
0.7312 |
0.7371 |
0.7541 |
|
| S4 |
0.7157 |
0.7216 |
0.7499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7698 |
0.7555 |
0.0143 |
1.9% |
0.0067 |
0.9% |
57% |
False |
True |
32 |
| 10 |
0.7764 |
0.7555 |
0.0209 |
2.7% |
0.0067 |
0.9% |
39% |
False |
True |
34 |
| 20 |
0.7764 |
0.7536 |
0.0228 |
3.0% |
0.0059 |
0.8% |
44% |
False |
False |
22 |
| 40 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0040 |
0.5% |
21% |
False |
False |
12 |
| 60 |
0.8046 |
0.7486 |
0.0560 |
7.3% |
0.0036 |
0.5% |
27% |
False |
False |
9 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0036 |
0.5% |
31% |
False |
False |
9 |
| 100 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0030 |
0.4% |
31% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7980 |
|
2.618 |
0.7848 |
|
1.618 |
0.7767 |
|
1.000 |
0.7717 |
|
0.618 |
0.7686 |
|
HIGH |
0.7636 |
|
0.618 |
0.7605 |
|
0.500 |
0.7596 |
|
0.382 |
0.7586 |
|
LOW |
0.7555 |
|
0.618 |
0.7505 |
|
1.000 |
0.7474 |
|
1.618 |
0.7424 |
|
2.618 |
0.7343 |
|
4.250 |
0.7211 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7623 |
0.7629 |
| PP |
0.7609 |
0.7622 |
| S1 |
0.7596 |
0.7616 |
|